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 The main products that are covered for each asset class are listed below, each product can have several
variants. Detailed product descriptions can be found in the specifications.
| IRD: |
Interest Swaps, Swaptions, FRA’s, Caps and Floors, Inflation Swaps, and Bullet Payments. |
| FX: |
Foreign Exchange Swaps, Spots, Forwards, and FX Options. |
| Credit: |
Single-name Credit Default Swaps, Loan Credit Default Swap, CDS on Mortgages, Credit Default Swap Indices, Options, and Baskets. |
| Equity: |
Equity Swaps, Equity Options, Variance Swaps, Correlation Swaps, Dividend Swaps, and Total Return Swaps. |
| Bond Options: |
Bond and Convertible Bond Options. |
| Commodity: |
Commodity underlyer, Commodity Swaps, Commodity Options, Physically-settled trades. |
| Loans: |
Syndicated Loan Notifications between Agent Bank and Lenders |
 Full Coverage
Recently Launched Working Groups
ISDA has launched a new FpML working group focusing on Collateral business processes. The FpML Collateral Working Group will extend the FpML standard with a definition of the standard messages to support the Collateral business processes, building on the work done by the ISDA Collateral Committee (see http://www.isda.org/c_and_a/pdf/Electronic-Messaging.pdf). The following business processes will be supported:
- Margin Call
- Interest Payment
- Substitution
The working group will start meeting in the beginning of January 2010 on a weekly basis, with a goal to have a first working draft available by February. Anyone interested in contributing to the collateral framework in FpML, either from a technical or a business perspective, is welcome to join the working group.
Sign Up For Participation | View the Charter
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